Abstract
We consider a diffusion processes {Xt} on an interval in the natural scale. Some results are known under which {Xt} is a martingale, and we give simple and analytic proofs for them.
| Original language | English |
|---|---|
| Pages (from-to) | 385-391 |
| Number of pages | 7 |
| Journal | Osaka Journal of Mathematics |
| Volume | 55 |
| Issue number | 2 |
| Publication status | Published - 2018 Apr |
| Externally published | Yes |
ASJC Scopus subject areas
- Mathematics(all)
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Cite this
Shimizu, Y., & Nakano, F. (2018). A remark on conditions that a diffusion in the natural scale is a martingale. Osaka Journal of Mathematics, 55(2), 385-391.